-56.8%
TSLL vs ROK
+62.2%
-119.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.4% | +10.0% | +10.2% |
| 7D | -21.2% | -13.8% | -7.4% | -5.7% |
| 30D | -13.3% | -14.9% | +1.6% | +5.5% |
| 3M | +15.4% | -14.7% | +30.1% | +39.6% |
| 6M | -34.2% | -17.7% | -16.6% | -16.4% |
| YTD | -52.9% | -2.5% | -50.4% | -51.9% |
| 1Y | -54.3% | +2.3% | -56.6% | -55.6% |
| 3Y | -18.4% | +52.7% | -71.1% | -49.8% |
| All | -56.8% | +62.2% | -119.0% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling